+652.6%
P vs ACM
+133.7%
+518.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.2% |
| 7D | -13.3% | +6.6% | -19.9% | -16.2% |
| 30D | -34.0% | +19.8% | -53.8% | -40.3% |
| 3M | +4.1% | -3.1% | +7.2% | +3.5% |
| 6M | +30.5% | -11.5% | +42.0% | +35.3% |
| YTD | +52.2% | -24.7% | +76.9% | +71.5% |
| 1Y | +10.3% | -45.1% | +55.3% | +49.4% |
| 3Y | +180.9% | -8.9% | +189.7% | +178.0% |
| 5Y | +259.7% | +5.4% | +254.3% | +223.6% |
| 10Y | +652.6% | +131.1% | +521.5% | +301.7% |
| All | +652.6% | +133.7% | +518.9% | +301.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling